MATLAB and Simulink Based Books
Written for engineers, this book provides a mathematical approach to finding the best state estimate of a system. Topics covered include the Kalman filter, H∞ filter, and nonlinear filter.
MATLAB is introduced and used to solve numerous example problems in the book. Control System Toolbox is also briefly introduced. In addition, the author has developed a supplemental set of MATLAB M-files to accompany the text.